AMC Options History — January 2024

In January 2024, AMC traded between $4.06 and $6.08. ATM implied volatility averaged 97.3%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 43.9% (HV 20d: 53.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2024-01-10: Highest Volume — 245,825 contracts
2024-01-22: Largest IV drop — 7.5% change
2024-01-17: Highest IV Rank — 33.3%
2024-01-17: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.64	$4.06	$6.08	$6.08	$4.06
Max Pain	$5.81	$5.00	$7.50	$7.50	$5.00
ATM IV	97.3%	85.5%	107.5%	85.5%	100.4%
Expected Move	27.7%	22.9%	30.8%	22.9%	26.5%
HV 20d	53.4%	46.7%	59.2%	54.7%	58.2%
HV 60d	71.4%	66.6%	78.6%	78.6%	66.6%
IV Rank	29.8%	25.8%	33.3%	25.8%	30.9%
IV Percentile	22.2%	5.2%	34.5%	5.2%	29.4%
Term Structure	-0.9%	-40.4%	9.2%	1.6%	0.5%
VWIV	104.2%	85.1%	116.9%	85.1%	97.4%
Skew 25d	-9.7%	-14.5%	-3.9%	-12.8%	-8.8%
Skew 10d	-21.0%	-32.1%	1.9%	-32.1%	-20.9%
Call IV 25d	110.3%	99.8%	121.7%	99.8%	111.5%
Put IV 25d	100.6%	87.0%	115.4%	87.0%	102.7%
Bid-Ask Spread %	13.65	2.45	57.95	10.61	12.28
Gamma HHI	0.21	0.12	0.35	0.12	0.18
Net GEX	-563.6K	-1.5M	368.1K	-180.7K	-311.0K
Net DEX	37.3M	16.3M	62.4M	16.3M	22.6M
Net VEX	-339.5K	-362.7K	-301.6K	-339.4K	-357.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.26	1.36	0.45	0.37
Total Volume	148,784.619	73,124	245,825	138,367	106,442
Total OI	877,597.857	670,656	1,053,169	670,656	876,599

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-01-02	$6.08	$7.50	85.5%	22.9%	54.7%	25.8%	85.1%	-12.8%	1.6%	-180.7K	16.3M	-339.4K	0.45	10.61	N/A	N/A	95,465	42,902	396,973	273,683
2024-01-03	$5.58	$7.50	91.5%	25.1%	50.1%	27.9%	94.4%	-12.9%	1.2%	-593.4K	35.1M	-327.7K	1.02	6.25	N/A	N/A	110,808	113,309	434,455	287,692
2024-01-04	$5.29	$6.00	94.7%	27.1%	48.9%	29.0%	103.4%	-12.4%	0.7%	-776.1K	45.3M	-345.4K	0.75	4.99	N/A	N/A	87,888	65,626	466,760	359,313
2024-01-05	$5.21	$6.00	90.5%	27.2%	48.3%	27.6%	107.5%	-9.5%	-20.4%	-693.3K	49.8M	-350.2K	0.86	16.21	N/A	N/A	72,899	62,538	491,484	381,831
2024-01-08	$5.30	$6.00	92.2%	27.1%	49.3%	28.1%	109.8%	-14.5%	1.1%	-713.2K	32.3M	-345.0K	0.43	6.47	N/A	N/A	127,887	55,434	445,875	372,196
2024-01-09	$5.05	$6.00	94.0%	27.8%	49.6%	28.7%	102.9%	-14.3%	2.8%	-1.0M	44.3M	-341.5K	0.67	4.98	N/A	N/A	59,795	39,843	493,650	385,925
2024-01-10	$4.89	$6.00	96.5%	27.9%	48.0%	29.6%	106.2%	-13.7%	1.6%	-754.8K	48.0M	-339.6K	0.66	14.81	N/A	N/A	148,469	97,356	521,265	389,486
2024-01-11	$4.69	$6.00	98.4%	28.4%	47.8%	30.2%	108.7%	-10.9%	2.0%	-769.4K	53.1M	-333.2K	0.65	14.35	N/A	N/A	70,546	45,828	546,347	411,990
2024-01-12	$4.54	$6.00	101.9%	29.5%	46.7%	31.4%	108.9%	-11.8%	2.7%	-1.5M	54.8M	-336.3K	1.36	18.47	N/A	N/A	56,975	77,348	565,427	422,364
2024-01-16	$4.21	$6.00	105.2%	30.2%	50.6%	32.5%	111.4%	-9.7%	-1.0%	-894.5K	62.4M	-307.4K	0.81	3.97	N/A	N/A	97,955	78,913	498,044	417,964
2024-01-17	$4.14	$6.00	107.5%	30.8%	50.5%	33.3%	114.5%	-5.6%	-1.0%	-876.9K	58.9M	-301.6K	1.21	4.03	N/A	N/A	82,595	99,619	529,561	426,110
2024-01-18	$4.44	$6.00	106.6%	30.7%	58.8%	33.0%	116.9%	-3.9%	-2.6%	-191.6K	41.9M	-341.0K	0.29	3.78	N/A	N/A	170,015	49,281	573,063	450,314
2024-01-19	$4.47	$6.00	103.8%	30.1%	59.2%	32.0%	109.7%	-3.9%	-4.4%	368.1K	40.2M	-345.3K	0.44	2.45	N/A	N/A	111,366	48,634	598,152	455,017
2024-01-22	$4.50	$6.00	96.0%	27.4%	56.2%	29.4%	101.8%	-5.9%	4.8%	-391.8K	20.6M	-341.6K	0.58	18.00	N/A	N/A	127,878	74,165	386,369	376,389
2024-01-23	$4.39	$5.00	93.0%	26.8%	56.0%	28.4%	97.8%	-6.7%	5.7%	-120.2K	20.1M	-360.8K	0.83	23.84	N/A	N/A	57,124	47,278	455,020	396,831
2024-01-24	$4.13	$5.00	95.2%	27.6%	57.7%	29.1%	103.2%	-5.0%	-40.4%	-510.9K	31.1M	-322.7K	0.77	57.95	N/A	N/A	77,401	59,925	467,211	397,161
2024-01-25	$4.12	$5.00	96.5%	28.1%	57.1%	29.6%	105.8%	-10.2%	5.7%	-633.7K	31.7M	-345.6K	0.36	29.58	N/A	N/A	53,719	19,405	487,198	406,955
2024-01-26	$4.09	$5.00	96.5%	27.7%	56.8%	29.6%	100.3%	-11.1%	9.2%	-562.7K	32.2M	-344.4K	0.64	24.35	N/A	N/A	61,687	39,542	501,445	409,874
2024-01-29	$4.20	$5.00	98.5%	27.1%	58.2%	30.2%	98.5%	-11.0%	4.3%	-438.9K	22.0M	-340.9K	0.26	4.71	N/A	N/A	106,983	27,910	434,968	377,697
2024-01-30	$4.09	$5.00	98.2%	26.6%	58.2%	30.1%	103.8%	-9.5%	7.6%	-232.4K	20.2M	-362.7K	0.53	4.56	N/A	N/A	62,713	33,011	487,009	373,888
2024-01-31	$4.06	$5.00	100.4%	26.5%	58.2%	30.9%	97.4%	-8.8%	0.5%	-311.0K	22.6M	-357.4K	0.37	12.28	N/A	N/A	77,837	28,605	504,225	372,374